3 Answers
3

Getting the worst ending involves opting to end the game early by talking to a certain NPC. You won't get to do the final dungeon sequences or fight the final boss. You can always say "No" or just not talk to the NPC, so it's not something you can really accidentally do or get shoehorned into.

The normal ending is gotten by following a standard playthrough, turning down the option to end the game early, and going through the final dungeon and boss. It's fairly straight forward, and what you'll most likely get on your first playthrough.

The best ending is achieved by following specific requirements at certain points in the game. It's very difficult to explain without any spoilers, but it involves skipping certain events and items to get better items at a later point, and making sure you follow through on an optional sequence of events. This opens up an extra dungeon after the final boss that would have to be cleared. Few people achieve this ending without knowing that it exists and the required steps, as they are fairly unintuitive at some points.
A guide to getting the best ending can be found in this question, if you wish to see how to get it.

There's a fourth one that is pretty similar to the normal ending, but with some differences on the dialogues and the credits video. You can reach it by not doing something that you normally do, when reaching the final cave for the first time.

And what is this thing that you're not supposed to do?
–
FrankJun 15 '12 at 14:43

3

well i didn't wanna just say wha yu have to do, but since you asked... when sue's mom takes your booster (v0.8 or v2.0) to make the rocket, she'll give you a mimiga mask, when the rocket is ready, don't talk to her again, just hop on the rocket ang go for the last cave, without the booster. that way you'll get the normal ending, but with different dialogues and a little different credits video. and if you're playing the steam version (Cave Story+) you unlcok an achievment.
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Leleko_42Jun 27 '12 at 15:18

There are actually six endings to cave story. One when you leave the island with Kazuma, another by jumping off with Sue after beating the undead core, and by going into "hell." Most people don't know that there are more endings than just these. You can keep the Mimiga mask on and go on the rocket once it's completed. For the rest of the game, the characters will be surprised to see a "Mimiga." The fifth is very different. Go onto youtube and look up fourth ending for cave story, even though I consider it the fifth. The last one is where you go into the wind temple. I believe you can go there by getting Curly's panties and Chacao's lipstick.(Sorry for misspellings.) So you see, there are six endings for cave story.

I've never heard of either of the two latter endings. Could you go into more detail? If it's not possible without spoilers, put a >! tag before each line to place the text in a spoiler box.
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ZibbobzApr 7 '14 at 13:11

The 4th one where you end up saving everyone (by starting the chain by skipping the first boss battle in the sand zone) was faked. IF, you are talking about that one.
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Shadow Z.Apr 25 '14 at 2:44